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Scalable Global Optimization via Local Bayesian Optimization

NeurIPS 2019 · Probabilistic and scientific modeling › Bayesian optimization · approach: Local and high-dimensional Bayesian optimization · 137 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use separate local GPs instead of one global GPTuRBO's robot-pushing regression setup · Robot pushingtest log loss: 1.284 -> 1.174; 0.110 natsHelped
Maintain 20 trust regions instead of one (ablation)TuRBO · Robot pushingrewardHelped
Maintain 20 trust regions instead of one (ablation)TuRBO · Rover trajectoryobjective valueNo clear effect
Maintain five trust regions instead of one (ablation)TuRBO · Cosmological constantobjective valueHelped
Use one trust region instead of five (ablation)TuRBO · Cosmological constantobjective valueHurt
Maintain five trust regions instead of one (ablation)TuRBO · Lunar landingrewardNo clear effect
Maintain five trust regions instead of one (ablation)TuRBO · Ackley-200objective valueNo clear effect
Use large batches rather than sequential evaluations (ablation)TuRBO-1 · Robot pushingreward at a fixed number of batchesHelped
Use large batches rather than sequential evaluations (ablation)TuRBO-1 · Robot pushingspeed-up: nearly linearHelped
Use local trust-region models instead of a global GPTuRBO · Robot pushingoptimization performance: 0.110 natsHelped

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